+57.7%
DD vs ITOT
+74.3%
-16.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.2% |
| 7D | -3.5% | -0.9% | -2.6% | -2.5% |
| 30D | -11.7% | -1.5% | -10.2% | -10.2% |
| 3M | -9.2% | +3.6% | -12.8% | -12.8% |
| 6M | -7.2% | +13.7% | -20.9% | -19.2% |
| YTD | +6.6% | +12.9% | -6.3% | -6.4% |
| 1Y | +32.0% | +17.2% | +14.8% | +11.3% |
| 3Y | +42.1% | +75.6% | -33.5% | -21.1% |
| All | +57.7% | +74.3% | -16.6% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling